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Citibank, N.A. seeks a Portfolio Credit Risk Management 2nd LOD Sr. Lead Analyst for its Fort Lauderdale, Florida location.
Job Responsibility:
Coordinate ongoing model performance monitoring and review the results and performance metrics
Prepare reports to senior management on model results, overlays, sensitivity analysis, and model performance monitoring reviews and contribute to informed decision on capital adequacy
Create and maintain automation tools for forecast and performance analysis of models
Analyze forecasted results and trend, and generate cycles and scenarios comparisons
Oversee Management Information System (MIS) generation and Ongoing Performance Assessment (OPA) highlighting the results to the first-line, in-business teams
Develop models used for Comprehensive Capital Analysis and Review (CCAR) and collaborate with front lines in root cause analysis for under or over predictions
Responsible for documentation, renewal, back-testing, monitoring and governance of global CCAR models
Analyze business outlook overlays and integrate quarterly capital analysis reviews
Implement model overlay policies and guidelines for CCAR processes
Participate in macro-variable (MEV) sensitivity analysis and Enterprise Climate Risk stress test processes for CCAR models to explain variables that impact on the forecasted losses
Responsible for planning and stress testing to oversee key areas under the Retail workstream, in support of CCAR and Dodd-Frank Act Stress Tests (DFAST) regulatory initiatives within Citi’s Global Consumer Independent Risk Management
Provide independent risk reviews and challenge CCAR loss forecasted by the business and first line teams
Requirements:
Bachelor’s degree, or foreign equivalent, in Finance, Economics, Statistics, Mathematics, Actuarial Science or related quantitative field
2 years of progressive, post-baccalaureate experience as a Corporate Audit Consultant, Credit Portfolio Manager, Market Risk Officer, Market Risk Measurement Consultant or related position involving credit risk management for a large financial institution
2 years of experience must include: Model development and documentation
Financial modeling
Consumer risk management, policy and procedures
and Capital requirements and regulations
What we offer:
medical, dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays
discretionary and formulaic incentive and retention awards